-37.8%
NFLX vs COHR
+211.4%
-249.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.6% | -11.9% | -5.0% |
| 7D | -4.2% | +1.0% | -5.2% | -4.1% |
| 30D | +5.5% | -14.1% | +19.6% | +4.8% |
| 3M | -4.1% | -33.2% | +29.1% | -4.8% |
| 6M | -20.7% | +2.5% | -23.2% | -22.0% |
| YTD | -16.5% | +52.7% | -69.3% | -19.0% |
| 1Y | -37.8% | +194.8% | -232.5% | -41.1% |
| All | -37.8% | +211.4% | -249.2% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling